Make sure you have a save of Sonic Heroes on your memory card (Any save. You dont have to beat the game). After that, play SMC+ and go to the games section. After that, the game will tell you that they are now playable!

Comic Zone - Get a save of Sonic Heroes. play SMC+, go to games, Game is now unlocked.
The Ozze - Get a save of Sonic Heroes. play SMC+, go to games, Game is now unlocked.